+241.4%
PFG vs EXEL
+378.5%
-137.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | +3.2% | -0.3% | +3.6% | +3.3% |
| 30D | +0.9% | +10.1% | -9.2% | -0.8% |
| 3M | +7.7% | +10.1% | -2.4% | +5.7% |
| 6M | +29.0% | +37.7% | -8.7% | +21.3% |
| YTD | +32.5% | +33.1% | -0.6% | +25.1% |
| 1Y | +47.3% | +52.4% | -5.1% | +35.2% |
| 3Y | +68.2% | +163.8% | -95.6% | +36.5% |
| 5Y | +108.5% | +198.5% | -90.0% | +62.5% |
| 10Y | +241.4% | +386.9% | -145.5% | +146.3% |
| All | +241.4% | +378.5% | -137.1% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling